It came after four successive defeats in League and Cup, including a 1-0 home loss at the hands of Scunthorpe.
Megson said: "Obviously it has been disappointing with the results, but we have to accept there is always going to be a big reaction to whatever Nottingham Forest do.
"It's not going to change and we need to get to the point where we can draw a line under it and move on.
"Everything is always dictated by results regardless of what you're putting in, and our performance against Huddersfield on the opening day was very good.
"For 45 minutes and probably more against Walsall we were good, against Scunthorpe we were very good and the only time I've actually been disappointed with our performance was at Swindon.
"The pressure is going to be there constantly but we have to cope with it exactly the same."